You can get an upgrade kit for about $1000(ish). You can then sell the mechanical stuff and make a decent amount of the money back, so it usually turns out to be cheaper than simply purchasing the Di2 model (in my experiences, at least).
Merlin is by far the best place to shop for groupsets. It's also a pretty straight forward process, so as long as you can bleed brakes, you can do it yourself.

And yes, it's 100% worth it...it just works. Always.
My bike with GRX shifts very well, but needs frequent fiddling to keep it that way. While my di2 needs nothing.